NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 103.78 102.57 -1.21 -1.2% 102.80
High 103.83 103.18 -0.65 -0.6% 106.18
Low 102.44 100.80 -1.64 -1.6% 101.07
Close 102.75 101.75 -1.00 -1.0% 104.76
Range 1.39 2.38 0.99 71.2% 5.11
ATR 1.74 1.78 0.05 2.6% 0.00
Volume 35,281 59,194 23,913 67.8% 222,198
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.05 107.78 103.06
R3 106.67 105.40 102.40
R2 104.29 104.29 102.19
R1 103.02 103.02 101.97 102.47
PP 101.91 101.91 101.91 101.63
S1 100.64 100.64 101.53 100.09
S2 99.53 99.53 101.31
S3 97.15 98.26 101.10
S4 94.77 95.88 100.44
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 119.33 117.16 107.57
R3 114.22 112.05 106.17
R2 109.11 109.11 105.70
R1 106.94 106.94 105.23 108.03
PP 104.00 104.00 104.00 104.55
S1 101.83 101.83 104.29 102.92
S2 98.89 98.89 103.82
S3 93.78 96.72 103.35
S4 88.67 91.61 101.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.18 100.80 5.38 5.3% 1.90 1.9% 18% False True 46,012
10 106.18 100.80 5.38 5.3% 1.81 1.8% 18% False True 43,498
20 106.18 100.80 5.38 5.3% 1.72 1.7% 18% False True 38,826
40 106.18 91.95 14.23 14.0% 1.73 1.7% 69% False False 36,736
60 106.18 91.22 14.96 14.7% 1.72 1.7% 70% False False 29,694
80 106.18 85.96 20.22 19.9% 1.73 1.7% 78% False False 24,662
100 106.18 85.96 20.22 19.9% 1.67 1.6% 78% False False 21,063
120 106.18 85.96 20.22 19.9% 1.56 1.5% 78% False False 18,319
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.30
2.618 109.41
1.618 107.03
1.000 105.56
0.618 104.65
HIGH 103.18
0.618 102.27
0.500 101.99
0.382 101.71
LOW 100.80
0.618 99.33
1.000 98.42
1.618 96.95
2.618 94.57
4.250 90.69
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 101.99 102.88
PP 101.91 102.50
S1 101.83 102.13

These figures are updated between 7pm and 10pm EST after a trading day.

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